+1,638.2%
PAYX vs AEE
+807.2%
+831.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.0% |
| 7D | -7.9% | -0.7% | -7.2% | -7.6% |
| 30D | -5.0% | -2.0% | -3.1% | -4.2% |
| 3M | +15.1% | -2.8% | +17.9% | +16.5% |
| 6M | +23.9% | -3.6% | +27.5% | +25.3% |
| YTD | +6.2% | +7.3% | -1.1% | +1.4% |
| 1Y | -9.6% | +8.7% | -18.3% | -14.4% |
| 3Y | +5.8% | +46.0% | -40.2% | -14.5% |
| 5Y | +22.0% | +39.8% | -17.8% | +0.1% |
| 10Y | +165.1% | +191.4% | -26.3% | +52.2% |
| All | +1,638.2% | +807.2% | +831.0% | +446.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling